diff --git a/zipline/gens/examples.py b/zipline/gens/examples.py
deleted file mode 100644
index f3a0dd0b..00000000
--- a/zipline/gens/examples.py
+++ /dev/null
@@ -1,100 +0,0 @@
-import pytz
-import time
-
-from time import sleep
-from pprint import pprint as pp
-from datetime import datetime, timedelta
-from itertools import izip
-
-from zipline.utils.factory import create_trading_environment
-from zipline.test_algorithms import TestAlgorithm
-
-from zipline.gens.composites import SourceBundle, TransformBundle, \
-    date_sorted_sources, merged_transforms, sequential_transforms
-from zipline.gens.tradegens import SpecificEquityTrades
-from zipline.gens.transform import MovingAverage, Passthrough, StatefulTransform
-from zipline.gens.tradesimulation import TradeSimulationClient as tsc
-
-import zipline.protocol as zp
-
-if __name__ == "__main__":
-    
-    filter = [2,3]
-    #Set up source a. Six minutes between events.
-    args_a = tuple()
-    kwargs_a = {
-        'count'  : 1000,
-        'sids'   : [1,2,3],
-        'start'  : datetime(2012,1,3,15, tzinfo = pytz.utc),
-        'delta'  : timedelta(minutes = 6),
-        'filter' : filter
-    }
-    source_a = SpecificEquityTrades(*args_a, **kwargs_a)
-    source_a_prime = SpecificEquityTrades(*args_a, **kwargs_a)
-
-    #Set up source b. Five minutes between events.
-    args_b = tuple()
-    kwargs_b = {
-        'count'  : 1000,
-        'sids'   : [2,3,4],
-        'start'  : datetime(2012,1,3,14, tzinfo = pytz.utc),
-        'delta'  : timedelta(minutes = 5),
-        'filter' : filter
-    }
-    source_b = SpecificEquityTrades(*args_b, **kwargs_b)
-    source_b_prime = SpecificEquityTrades(*args_b, **kwargs_b)
-
-    sorted = date_sorted_sources(source_a, source_b)     
-    sorted_prime = date_sorted_sources(
-        source_a_prime, 
-        source_b_prime
-    )     
-    
-    passthrough = StatefulTransform(Passthrough)
-    mavg_price = StatefulTransform(
-        MovingAverage, 
-        timedelta(minutes = 20), 
-        ['price']
-    )
-    
-    passthrough_prime = StatefulTransform(Passthrough)
-    mavg_price_prime = StatefulTransform(
-        MovingAverage, 
-        timedelta(minutes = 20), 
-        ['price']
-    )
-    
-    merged = merged_transforms(sorted, passthrough, mavg_price)
-    start = time.time()
-    for message in merged:
-        assert 1 + 1 == 2
-    stop = time.time()
-    merge_time = stop - start
-    print "Merge time: %s" % str(merge_time)
-
-    sequential = sequential_transforms(
-        sorted_prime, 
-        passthrough_prime, 
-        mavg_price_prime
-    )
-    
-    start = time.time()
-    for message in sequential:
-        assert 1 + 1 == 2
-    stop = time.time()
-    seq_time = stop - start
-    print "Sequential time: %s" % str(seq_time)
-    print "Merge/Seq: %s" % (str(merge_time/seq_time))
-    
-   
-#    merged = merged_transforms(sorted, passthrough, mavg_price)
-    
-    # algo = TestAlgorithm(2, 10, 100, sid_filter = [2,3])
-#     environment = create_trading_environment(year = 2012)
-#     style = zp.SIMULATION_STYLE.FIXED_SLIPPAGE
-    
-#     trading_client = tsc(algo, environment, style)
-    
-#     for message in trading_client.simulate(merged):
-#        pp(message)
-